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Nash Equilibria, collusion in games and the coevolutionary particle swarm algorithm

Koh, Andrew (2008) Nash Equilibria, collusion in games and the coevolutionary particle swarm algorithm. In: Filipic, B. and Silc, J., (eds.) Bioinspired Optimization Methods and their Applications. Third International Conference on Bioinspired Optimization Methods and their Applications (BIOMA 2008), 13-14 October 2008, Jozef Stefan Institute, Ljublana, Slovenia. Jozef Stefan Institute , Slovenia , pp. 19-28. ISBN 978-961-264-002-6

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Abstract

In recent work, we presented a deterministic algorithm to investigate collusion between players in a game where the players’ payoff functions are subject to a variational inequality describing the equilibrium of a transportation system. In investigating the potential for collusion between players, the diagonalization algorithm returned a local optimum. In this paper, we apply a coevolutionary particle swarm optimization (PSO) algorithm developed in earlier research in an attempt to return the global maximum. A numerical experiment is used to verify the performance of the algorithm in overcoming local optimum.

Item Type: Proceedings Paper
Keywords: Nash Equilibrium, Equilibrium Problems with Equilibrium Constraints, Diagonalisation, Bilevel Variational Inequality
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Environment (Leeds) > Institute for Transport Studies (Leeds)
Depositing User: MR ANDREW KOH
Date Deposited: 13 Feb 2009 15:49
Last Modified: 08 Feb 2013 17:06
Published Version: http://bioma.ijs.si/
Status: Published
Publisher: Jozef Stefan Institute
Refereed: Yes
URI: http://eprints.whiterose.ac.uk/id/eprint/7784

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